I would start with putting Log=1 in the connection string and checking details in the log-file under log folder (c:\docments and settings\all users\...... The path is documented in SAP connector installation document. Also check if there is any system dump caused by your call. There could be many reasons for this error - wrong transports imported, authorization, or simply something wrong in the connection string. Please post back your log details.
Pls Check Assigned Role to UserID through which you are extracting data. I got same error during Report Extraction and Then Found then Role was not assigned properly.
